A Robust Risk Measurement Procedure for Operational Risk Loss Data Depending on Covariates.
| dc.contributor.advisor | 今井, 潤一 / 教授 | |
| dc.contributor.author | FONTAINE, TEDDY / フォンテーヌ, テディ | |
| dc.date.accessioned | 2014-12-18T05:30:40Z | |
| dc.date.available | 2014-12-18T05:30:40Z | |
| dc.date.issued | 2014-09-21 | |
| dc.description | 修士（工学）, 2014, 開放環境科学専攻 | |
| dc.identifier.uri | /sigma_local/handle/10721/7630 | |
| dc.publisher | 慶應義塾大学理工学研究科 | |
| dc.subject | 極値理論 | ja |
| dc.subject | ロバスト統計 | ja |
| dc.subject | オペレーショナル・リスク | ja |
| dc.subject | Extreme value theory | en |
| dc.subject | robust statistics | en |
| dc.subject | operational risk | en |
| dc.title | A Robust Risk Measurement Procedure for Operational Risk Loss Data Depending on Covariates. | |
| dc.title.alternative | A Robust Risk Measurement Procedure For Operational Risk Loss Data Depending on Covariates. | |
| dc.type | 学位論文 |